Correlated continuous-time random walks—scaling limits and Langevin picture

DOI10.1088/1742-5468/2012/04/P04010zbMath1459.82270OpenAlexW1994687372MaRDI QIDQ3301355

Władysław Szczotka, Ralf Metzler, Marcin Magdziarz, Piotr Żebrowski

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2012/04/p04010

Mathematics Subject Classification ID

Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Related Items (15)

Analysis of nonlinear fractional diffusion equations with a Riemann-Liouville derivative ⋮ Generalized diffusion equation associated with a power-law correlated continuous time random walk ⋮ Quenched trap model for Lévy flights ⋮ Nonlinear dynamics of continuous-time random walks in inhomogeneous medium ⋮ Heterogeneous memorized continuous time random walks in an external force fields ⋮ The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations ⋮ Superdiffusion driven by exponentially decaying memory ⋮ Space-time transport schemes and homogenization. I: general theory of Markovian and non-Markovian processes ⋮ Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields ⋮ Correlated continuous time random walk with time averaged waiting time ⋮ Asymptotic properties and numerical simulation of multidimensional Lévy walks ⋮ Modeling anomalous diffusion by a subordinated integrated Brownian motion ⋮ Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity ⋮ Feynman–Kac equation for anomalous processes with space- and time-dependent forces ⋮ Dynamics of a randomly kicked particle

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